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SHEL vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHEL vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shell plc (SHEL) and Oracle Corporation (ORCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHEL achieves a 18.73% return, which is significantly higher than ORCL's -4.95% return. Over the past 10 years, SHEL has underperformed ORCL with an annualized return of 10.35%, while ORCL has yielded a comparatively higher 18.60% annualized return.


SHEL

1D
-0.22%
1M
1.77%
YTD
18.73%
6M
20.62%
1Y
24.51%
3Y*
18.27%
5Y*
22.23%
10Y*
10.35%

ORCL

1D
0.02%
1M
-2.97%
YTD
-4.95%
6M
-2.48%
1Y
-6.95%
3Y*
17.80%
5Y*
18.90%
10Y*
18.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHEL vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHEL
Shell plc
18.73%22.16%-0.87%20.19%36.18%34.27%-41.08%6.38%-7.23%21.67%
ORCL
Oracle Corporation
-4.95%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

Correlation

The correlation between SHEL and ORCL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2005

0.33

Over the past year, the correlation between SHEL and ORCL has dropped to 0.06 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SHEL:

$244.29B

ORCL:

$536.74B

EPS

SHEL:

$6.39

ORCL:

$5.86

PE Ratio

SHEL:

13.40

ORCL:

31.41

PEG Ratio

SHEL:

0.67

ORCL:

1.29

PS Ratio

SHEL:

0.94

ORCL:

7.97

PB Ratio

SHEL:

1.41

ORCL:

12.47

Total Revenue (TTM)

SHEL:

$266.82B

ORCL:

$67.36B

Gross Profit (TTM)

SHEL:

$41.65B

ORCL:

$79.58B

EBITDA (TTM)

SHEL:

$57.44B

ORCL:

$6.20B

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Return for Risk

SHEL vs. ORCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHEL
SHEL Risk / Return Rank: 7575
Overall Rank
SHEL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 7171
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7070
Omega Ratio Rank
SHEL Calmar Ratio Rank: 7979
Calmar Ratio Rank
SHEL Martin Ratio Rank: 8080
Martin Ratio Rank

ORCL
ORCL Risk / Return Rank: 3939
Overall Rank
ORCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 4040
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3939
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
ORCL Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHEL vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Oracle Corporation (ORCL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHELORCLDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.21

1.04

+0.17

Calmar ratioReturn relative to maximum drawdown

2.28

-0.12

+2.40

Martin ratioReturn relative to average drawdown

6.17

-0.20

+6.36

SHEL vs. ORCL - Sharpe Ratio Comparison

The current SHEL Sharpe Ratio is 1.17, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SHEL and ORCL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHEL vs. ORCL - Drawdown Comparison

The maximum SHEL drawdown since its inception was -71.57%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for SHEL and ORCL.


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Drawdown Indicators


SHELORCLDifference

Max Drawdown

Largest peak-to-trough decline

-71.57%

-84.19%

+12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-58.25%

+47.44%

Max Drawdown (3Y)

Largest decline over 3 years

-18.47%

-58.25%

+39.78%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

-58.25%

+33.21%

Max Drawdown (10Y)

Largest decline over 10 years

-71.57%

-58.25%

-13.32%

Current Drawdown

Current decline from peak

-8.19%

-43.48%

+35.29%

Average Drawdown

Average peak-to-trough decline

-16.73%

-29.11%

+12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

35.41%

-31.42%

Volatility

SHEL vs. ORCL - Volatility Comparison

The current volatility for Shell plc (SHEL) is 5.99%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that SHEL experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHELORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

23.44%

-17.45%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

43.42%

-25.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

65.91%

-44.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.21%

42.16%

-16.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.83%

35.12%

-4.29%

Dividends

SHEL vs. ORCL - Dividend Comparison

SHEL's dividend yield for the trailing twelve months is around 3.45%, more than ORCL's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ORCL
Oracle Corporation
1.09%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%
SHEL
Shell plc
3.45%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%

Financials

SHEL vs. ORCL - Financials Comparison

This section allows you to compare key financial metrics between Shell plc and Oracle Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
69.57B
19.18B
(SHEL) Total Revenue
(ORCL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SHEL and ORCL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORCL has higher volatility (23.44%) compared to SHEL (5.99%). In terms of maximum drawdown, SHEL dropped -71.57% vs ORCL's -84.19%.

SHEL currently has the higher Sharpe Ratio (1.17 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SHEL and ORCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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